V-Lab: Aecon Group Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aecon Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:36.60% (+3.22%)

Analysis last updated: Friday, April 19, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2658	3.30
$α$	0.2001	9.97
$β$	0.5844	16.17
$γ_{1}$	-0.3676	-4.48
$γ_{2}$	0.3743	3.46
$γ_{3}$	0.0335	0.56
$γ_{4}$	-0.0891	-1.60
$γ_{5}$	0.1287	2.59
$γ_{6}$	-0.1572	-2.98
$γ_{7}$	0.1581	2.68
$γ_{8}$	-0.1570	-2.45
$γ_{9}$	0.1426	2.26
$γ_{10}$	-0.0943	-1.63

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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